-63.2%
SPCH vs BP
+12.6%
-75.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.2% | -3.4% | -11.0% |
| 7D | -13.4% | -8.4% | -5.0% | -19.9% |
| 30D | -39.6% | +2.2% | -41.9% | -37.0% |
| 3M | -1.4% | +8.8% | -10.2% | +6.9% |
| All | -63.2% | +12.6% | -75.8% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling